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There are ferries from Point Judith, RI to Block Island, a ferry from Long Island to Bridgeport and another from Long Island to New London. There is a ferry from New Bedford to Cuttyhunk. There are many ferries in Maine, of course.

You can definitely get to the islands by ferry, but getting to the various ferries can prove more difficult and will probably require a combination of trains, buses, and taxis and might be fairly expensive (though probably not much more expensive than renting a car and paying for gas). In past summers you could actually get a direct nonstop ferry from NYC to Martha's Vineyard. If that's running, I'd start there if you are beginning your trip in NYC.

Otherwise, take the train to the Block Island ferry and start there, then get the train or bus to Hyannis for the Martha's Vineyard/Nantucket ferries. Unfortunately, I'm not very familiar with the bus routes. You can easily take Amtrak to Boston from NYC, however, and it stops at various places where you are not far from the various ferries, except for Cape Cod. That one requires a bus to Hyannis or Wood's Hole.

You can take Amtrak from NYC to Providence and get buses from there to Point Judith (I believe), Woods Hole (for the Vineyard) and Hyannis (for Nantucket). Those buses would also stop in New Bedford for Cuttyhunk.

My ingenious cousin discovered a ferry from Quonset Point, Rhode Island, to Martha's Vineyard, Oak Bluffs, I think, where they changed to a fast ferry to Nantucket. But I think they had to take a taxi to Quonset Point.

The only islands around Boston are the Boston Harbor Islands for which there are water shuttles from various islands to mainland. But these are daytrip islands - and they are passenger shuttles - not anything like Marthas Vineyard, Nantucket. Do you know what islands you are interested in?